+205.5%
HD vs CF
+569.3%
-363.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +1.4% |
| 7D | -2.1% | +6.0% | -8.1% | -3.0% |
| 30D | -8.4% | +14.8% | -23.3% | -10.6% |
| 3M | +4.3% | +14.1% | -9.7% | +1.7% |
| 6M | -11.1% | +28.5% | -39.7% | -16.7% |
| YTD | -4.7% | +74.9% | -79.6% | -16.1% |
| 1Y | -19.8% | +61.7% | -81.5% | -28.5% |
| 3Y | +4.1% | +80.3% | -76.2% | -11.0% |
| 5Y | +10.3% | +226.0% | -215.7% | -23.1% |
| All | +205.5% | +569.3% | -363.8% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling